+34,313.4%
JBL vs AME
+14,454.0%
+19,859.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.5% |
| 7D | +6.3% | +5.9% | +0.5% | +2.8% |
| 30D | -13.5% | -1.9% | -11.6% | -12.2% |
| 3M | -31.3% | -5.4% | -26.0% | -28.5% |
| 6M | -28.4% | +4.9% | -33.4% | -29.7% |
| YTD | +11.6% | +18.5% | -6.9% | +2.4% |
| 1Y | +26.1% | +25.5% | +0.7% | +12.0% |
| 3Y | +97.4% | +63.0% | +34.3% | +49.8% |
| 5Y | +301.0% | +78.3% | +222.7% | +190.5% |
| 10Y | +1,151.1% | +447.1% | +704.0% | +399.5% |
| All | +34,313.4% | +14,454.0% | +19,859.4% | +5,288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling